Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47695.49 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46300.57 Kr¶

PnL: ---------------------------------------> -588.0 Kr¶

DD now: ---------------------------------> -1.921 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 17:24:59.779306'

Anic Portfolio¶

Today¶

Return: 0.806 %¶

This Week¶

Return: 0.341 %¶

Total¶

Return: 56.143 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.850000 3140.800000 169.800000 5.720000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.350000 3438.400000 61.400000 1.820000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.580000 614.780000 37.780000 6.550000 576.999999
AcadeMedia 12 2.240000 592.320000 35.320000 6.340000 557.000004
Boozt 12 3.840000 1687.200000 33.200000 2.010000 1653.999996
Resurs Holding 22 4.240000 600.820000 26.820000 4.670000 573.999998
Samhällsbyggnadsbo. i Norden B 20 0.630000 380.600000 25.600000 7.210000 355.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
OEM International B 7 1.960000 546.700000 18.700000 3.540000 527.999997
Eastnine 4 -0.940000 504.800000 13.800000 2.810000 491.000000
HMS Networks 2 -0.060000 686.000000 13.000000 1.930000 673.000000
Norva24 Group 16 -3.670000 554.880000 11.880000 2.190000 543.000000
Intrum 4 -0.340000 534.400000 7.400000 1.400000 527.000000
Karnov Group 9 4.700000 541.800000 5.800000 1.080000 536.000004
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.370000 567.000000 5.000000 0.890000 562.000005
Coor Service Management Hold. 8 1.060000 535.600000 3.600000 0.680000 532.000000
Swedbank A 3 0.690000 566.850000 2.850000 0.510000 564.000000
Essity B 2 0.840000 576.000000 2.000000 0.350000 574.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
CTEK 13 2.190000 528.710000 -5.290000 -0.990000 533.999999
Securitas B 6 0.090000 564.240000 -5.760000 -1.010000 570.000000
Sampo Oyj SDB 7 1.480000 3843.000000 -7.000000 -0.180000 3850.000000
Nordea Bank Abp 29 0.590000 3441.140000 -12.860000 -0.370000 3453.999992
Midsona B 63 1.840000 558.180000 -24.820000 -4.260000 582.999984
International Petroleum Corp. 5 1.670000 547.500000 -47.070000 -7.920000 594.565215
Vivesto 1368 -0.290000 557.050000 -55.950000 -9.130000 612.999432
Axfood 13 0.710000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 1.580000 1449.000000 -215.000000 -12.920000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46300.570000 -588.000000 -1.92145% 46888.564618

Updated:¶

'2023-01-20 17:25:12.476170'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶